VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 31, 2012
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 326,066: 52,014 130,293 61,143 192,398 114,228 305,555 305,664: 20,511 20,402
Old : 326,066: 52,014 130,293 61,143 192,398 114,228 305,555 305,664: 20,511 20,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -4,128: -1,734 -12,490 2,554 -6,558 6,688 -5,738 -3,248: 1,610 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 40.0 18.8 59.0 35.0 93.7 93.7: 6.3 6.3
Old : 100.0: 16.0 40.0 18.8 59.0 35.0 93.7 93.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 52 47 60 30 31 114 113:
Old : 141: 52 47 60 30 31 114 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 31.8 56.8 48.1 30.7 23.9 35.9 32.7
Old : 47.2 31.8 56.8 48.1 30.7 23.9 35.9 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013